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1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non …-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non … Statistics, Nelson Mandela University, Port Elizabeth, South Africa “This book is an outstanding contribution to econometrics …
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used to design a panel cointegration test statistic accounting for cross-section dependence. The performance of the …
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